| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.77% | 157.49% |
| Max Drawdown | -11.62% | -67.18% |
| Sharpe | 0.15 | 0.4 |
| Sortino | 0.23 | 0.58 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 107.99 | 2.78 |
| Outlier Loss Ratio | 3.45 | 2.71 |
| Volatility (ann.) | 5.73% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.24 | 0.49 |
| Skew | 3.04 | 0.18 |
| Kurtosis | 213.82 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.33% |
| Expected Yearly % | 2.36% | 26.67% |
| Kelly Criterion | 0.9% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11381468:BTCUSD | 11381468:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 2.25 | -0.04 | + |
| 2023 | 155.54 | 5.88 | 0.04 | - |
| 2024 | 121.00 | 10.85 | 0.09 | - |
| 2025 | 17.02 | -8.52 | -0.50 | - |
| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.2% | 31.76% |
| 6M | -8.52% | 12.25% |
| YTD | -8.52% | 17.02% |
| 1Y | -1.4% | 57.19% |
| 3Y (ann.) | 4.12% | 55.42% |
| 5Y (ann.) | 2.84% | 32.86% |
| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| Max Drawdown | -11.62% | -67.18% |
| Longest DD Days | 299.0 | 683.0 |
| Avg. Drawdown | -4.77% | -7.07% |
| Avg. Drawdown Days | 116.0 | 37.0 |
| Recovery Factor | 0.84 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-17 | 2024-01-10 | -11.62 | 299 |
| 2024-11-06 | 2025-06-11 | -11.56 | 217 |
| 2022-03-09 | 2022-10-26 | -10.38 | 230 |
| 2024-02-02 | 2024-08-22 | -3.77 | 201 |
| 2022-10-26 | 2023-03-17 | -3.18 | 141 |
| 2024-08-22 | 2024-09-17 | -2.28 | 26 |
| 2024-09-17 | 2024-11-06 | -2.19 | 49 |
| 2024-01-31 | 2024-02-01 | -1.36 | 0 |
| 2024-01-11 | 2024-01-11 | -1.21 | 0 |
| 2022-03-09 | 2022-03-09 | -0.18 | 0 |
| Metric | 11381468:btcusd:triple_med_gx:lsma85_65 | 11381468:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 7.51% | 35.75% |
| Worst Week | -7.14% | -29.64% |
| Best Month | 11.09% | 43.77% |
| Worst Month | -7.14% | -37.12% |
| Best Year | 10.85% | 155.54% |
| Worst Year | -8.52% | -61.04% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.75% | -0.85% |
| Avg. Up Week | 2.83% | 9.54% |
| Avg. Down Week | -3.45% | -5.55% |
| Avg. Up Month | 3.25% | 18.68% |
| Avg. Down Month | -2.03% | -14.81% |
| Win Days % | 46.15% | 51.27% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 52.78% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |